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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

Frankfurt Zert./BNP
2024-06-21  9:50:29 PM Chg.+0.006 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.090EUR +7.14% 0.090
Bid Size: 42,800		 0.100
Ask Size: 42,800		 Weyerhaeuser Company 32.00 - 2024-12-20 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.14
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.49
Time value: 0.10
Break-even: 33.00
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.29
Theta: -0.01
Omega: 7.95
Rho: 0.03
 

Quote data

Open: 0.082
High: 0.090
Low: 0.081
Previous Close: 0.084
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -43.75%
3 Months
  -82.69%
YTD
  -82.69%
1 Year
  -74.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.083
1M High / 1M Low: 0.160 0.083
6M High / 6M Low: 0.540 0.083
High (YTD): 2024-03-27 0.540
Low (YTD): 2024-06-19 0.083
52W High: 2023-07-25 0.580
52W Low: 2024-06-19 0.083
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.369
Avg. volume 1Y:   0.000
Volatility 1M:   141.32%
Volatility 6M:   109.68%
Volatility 1Y:   111.78%
Volatility 3Y:   -